-35.4%
GIS vs FCEL
-61.1%
+25.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.7% | +5.1% | -1.7% |
| 7D | -8.6% | +15.1% | -23.7% | -8.3% |
| 30D | -0.5% | -16.4% | +16.0% | -0.7% |
| 3M | +11.9% | -5.3% | +17.2% | +11.8% |
| 6M | -11.6% | +124.5% | -136.1% | -11.3% |
| YTD | -16.3% | +126.7% | -143.0% | -16.1% |
| 1Y | -21.8% | +219.9% | -241.6% | -21.8% |
| All | -35.4% | -61.1% | +25.7% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FCEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling